Dear statalist
I am working with the command xttobit (dependent variable has lot of
zeros). I have read that clad is robust to heteroscedasticity and is
consistent and asymptotically normal for a wide class of error
distributions. I would like to do something like that with data
panel as I have a problem of heteroskedasticity and I know in that
case the estimation with xttobit can be very bad.
As far as I know there is no "xtclad" command. Has someone a
solution?
Thank you very much in advance to all.
Tom
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